Scipy basinhopping custom step update and constrained loopingNumPy Scipy optimizationOptimize Scipy Sparse Matrix Factorization code for SGDSciPy sparse: optimize computation on non-zero elements of a sparse matrix (for tf-idf)Resource-constrained project schedulingChanging algorithm to avoid looping with iterrowsCleaning up and reformatting imported data in an Excel sheetPython Cartesian Product in a constrained dictonaryLooping through cells and deleting columnRoot finding and integrationMinimization problem solving and its step limits

Examples of smooth manifolds admitting inbetween one and a continuum of complex structures

Why didn't Miles's spider sense work before?

How do I deal with an unproductive colleague in a small company?

Assassin's bullet with mercury

Why does this cyclic subgroup have only 4 subgroups?

Is it logically or scientifically possible to artificially send energy to the body?

How to write generic function with two inputs?

Avoiding the "not like other girls" trope?

Is "remove commented out code" correct English?

What exploit Are these user agents trying to use?

Is it possible to create a QR code using text?

What do you call someone who asks many questions?

How writing a dominant 7 sus4 chord in RNA ( Vsus7 chord in the 1st inversion)

I would say: "You are another teacher", but she is a woman and I am a man

How could indestructible materials be used in power generation?

Expand and Contract

Short story with a alien planet, government officials must wear exploding medallions

Why can't we play rap on piano?

Bullying boss launched a smear campaign and made me unemployable

Determining Impedance With An Antenna Analyzer

What type of content (depth/breadth) is expected for a short presentation for Asst Professor interview in the UK?

Why didn't Boeing produce its own regional jet?

Intersection Puzzle

Would Slavery Reparations be considered Bills of Attainder and hence Illegal?



Scipy basinhopping custom step update and constrained looping


NumPy Scipy optimizationOptimize Scipy Sparse Matrix Factorization code for SGDSciPy sparse: optimize computation on non-zero elements of a sparse matrix (for tf-idf)Resource-constrained project schedulingChanging algorithm to avoid looping with iterrowsCleaning up and reformatting imported data in an Excel sheetPython Cartesian Product in a constrained dictonaryLooping through cells and deleting columnRoot finding and integrationMinimization problem solving and its step limits













0












$begingroup$


I am searching for the global minimum of a certain function and trying to use its gradient (here same as Jacobin) to guide the step counter. However, my x is fix and so is my gradient. I am also trying to retrieve the fastest way possible the first x for which f(x)<1, therefore I am using a constraint.



  • How can I update the x input and the Jacobin ?

  • My f(x)<1 is not being very effective, so is there any alternative to achieve my requirement?

This is my code (more or less):



class MyBounds(object):
def __init__(self, xmax=[2*np.pi, 2*np.pi, 2*np.pi, 2*np.pi, 1.2, 1.2, 1.2, 1.2], xmin=[0, 0, 0, 0, 0, 0, 0, 0] ):
self.xmax = np.array(xmax)
self.xmin = np.array(xmin)

def __call__(self, **kwargs):
x = kwargs["x_new"]
tmax = bool(np.all(x <= self.xmax))
tmin = bool(np.all(x >= self.xmin))
return tmax and tmin

class MyTakeStep(object):
def __init__(self, stepsize=1):
self.stepsize = stepsize

def compute_step(self, jacobi_matrix, x, i):
if jacobi_matrix[i] < 0: r = np.random.uniform(0, 2*np.pi-x[i])
elif jacobi_matrix[i] > 0: r = np.random.uniform(0-x[i], 0)
else : r = 0
return r

def __call__(self, x):
print("ENTERING fROM CALL")
print("THIS IS X: ", x)
jacobi_matrix = jacobian(x)
print("x : ", x)
print("jacobi: ", jacobi_matrix)
x[0] += self.compute_step(jacobi_matrix, x, 0)
x[1] += self.compute_step(jacobi_matrix, x, 1)
x[2] += self.compute_step(jacobi_matrix, x, 2)
x[3] += self.compute_step(jacobi_matrix, x, 3)
x[4] += self.compute_step(jacobi_matrix, x, 4)
x[5] += self.compute_step(jacobi_matrix, x, 5)
x[6] += self.compute_step(jacobi_matrix, x, 6)
x[7] += self.compute_step(jacobi_matrix, x, 7)
print("newx : ", x)
return x

def f(x):
# objective function componenets
result = g1
result += g2
result += g3
return result

def jacobian(x):
print("input_list in Jacobi: ", x)

# define full derivatives
dG_dphi = dg1_dphi + dg2_dphi + dg3_dphi
dG_dr = dg1_dr + dg2_dr + dg3_dr
gradient = np.hstack((dG_dphi, dG_dr))

print("G: ", gradient.shape, gradient, " n")
return gradient

def callback(x, f, accept):
print("x: %65s | f: %5s | accept: %5s" % (str([round(e,3) for e in x]), str(round(f, 3)), accept))

def hopping_solver(min_f, min_x, input_excitation):
# define bounds
mybounds = MyBounds()
mytakestep = MyTakeStep()
comb = [deg2rad(phi) for phi in input_excitation[:4]] + input_excitation[4:]
print("comb: ", comb)
min_f = 10
tol = 0
cons = 'type':'ineq','fun': lambda x: 1-f(x)
k = "method":'Nelder-Mead', 'constraints': cons, 'jac': jacobian, 'tol': tol
optimal_c = optimize.basinhopping(f,
x0 = comb,
niter = 1000000,
T = 8,
stepsize = 1,
minimizer_kwargs = k,
take_step = mytakestep,
accept_test = mybounds,
callback = callback,
interval = 100000,
disp = True,
niter_success = None)
print(optimal_c)
min_x, min_f = optimal_c['x'], optimal_c['fun']
comb = min_x
sol = np.array(list([np.rad2deg(phi) for phi in list(optimal_c['x'][:4])]) + list(optimal_c['x'][4:]))
min_x = sol
return min_x, min_f


Any help is much appreciated, thank you in advance.









share









$endgroup$
















    0












    $begingroup$


    I am searching for the global minimum of a certain function and trying to use its gradient (here same as Jacobin) to guide the step counter. However, my x is fix and so is my gradient. I am also trying to retrieve the fastest way possible the first x for which f(x)<1, therefore I am using a constraint.



    • How can I update the x input and the Jacobin ?

    • My f(x)<1 is not being very effective, so is there any alternative to achieve my requirement?

    This is my code (more or less):



    class MyBounds(object):
    def __init__(self, xmax=[2*np.pi, 2*np.pi, 2*np.pi, 2*np.pi, 1.2, 1.2, 1.2, 1.2], xmin=[0, 0, 0, 0, 0, 0, 0, 0] ):
    self.xmax = np.array(xmax)
    self.xmin = np.array(xmin)

    def __call__(self, **kwargs):
    x = kwargs["x_new"]
    tmax = bool(np.all(x <= self.xmax))
    tmin = bool(np.all(x >= self.xmin))
    return tmax and tmin

    class MyTakeStep(object):
    def __init__(self, stepsize=1):
    self.stepsize = stepsize

    def compute_step(self, jacobi_matrix, x, i):
    if jacobi_matrix[i] < 0: r = np.random.uniform(0, 2*np.pi-x[i])
    elif jacobi_matrix[i] > 0: r = np.random.uniform(0-x[i], 0)
    else : r = 0
    return r

    def __call__(self, x):
    print("ENTERING fROM CALL")
    print("THIS IS X: ", x)
    jacobi_matrix = jacobian(x)
    print("x : ", x)
    print("jacobi: ", jacobi_matrix)
    x[0] += self.compute_step(jacobi_matrix, x, 0)
    x[1] += self.compute_step(jacobi_matrix, x, 1)
    x[2] += self.compute_step(jacobi_matrix, x, 2)
    x[3] += self.compute_step(jacobi_matrix, x, 3)
    x[4] += self.compute_step(jacobi_matrix, x, 4)
    x[5] += self.compute_step(jacobi_matrix, x, 5)
    x[6] += self.compute_step(jacobi_matrix, x, 6)
    x[7] += self.compute_step(jacobi_matrix, x, 7)
    print("newx : ", x)
    return x

    def f(x):
    # objective function componenets
    result = g1
    result += g2
    result += g3
    return result

    def jacobian(x):
    print("input_list in Jacobi: ", x)

    # define full derivatives
    dG_dphi = dg1_dphi + dg2_dphi + dg3_dphi
    dG_dr = dg1_dr + dg2_dr + dg3_dr
    gradient = np.hstack((dG_dphi, dG_dr))

    print("G: ", gradient.shape, gradient, " n")
    return gradient

    def callback(x, f, accept):
    print("x: %65s | f: %5s | accept: %5s" % (str([round(e,3) for e in x]), str(round(f, 3)), accept))

    def hopping_solver(min_f, min_x, input_excitation):
    # define bounds
    mybounds = MyBounds()
    mytakestep = MyTakeStep()
    comb = [deg2rad(phi) for phi in input_excitation[:4]] + input_excitation[4:]
    print("comb: ", comb)
    min_f = 10
    tol = 0
    cons = 'type':'ineq','fun': lambda x: 1-f(x)
    k = "method":'Nelder-Mead', 'constraints': cons, 'jac': jacobian, 'tol': tol
    optimal_c = optimize.basinhopping(f,
    x0 = comb,
    niter = 1000000,
    T = 8,
    stepsize = 1,
    minimizer_kwargs = k,
    take_step = mytakestep,
    accept_test = mybounds,
    callback = callback,
    interval = 100000,
    disp = True,
    niter_success = None)
    print(optimal_c)
    min_x, min_f = optimal_c['x'], optimal_c['fun']
    comb = min_x
    sol = np.array(list([np.rad2deg(phi) for phi in list(optimal_c['x'][:4])]) + list(optimal_c['x'][4:]))
    min_x = sol
    return min_x, min_f


    Any help is much appreciated, thank you in advance.









    share









    $endgroup$














      0












      0








      0





      $begingroup$


      I am searching for the global minimum of a certain function and trying to use its gradient (here same as Jacobin) to guide the step counter. However, my x is fix and so is my gradient. I am also trying to retrieve the fastest way possible the first x for which f(x)<1, therefore I am using a constraint.



      • How can I update the x input and the Jacobin ?

      • My f(x)<1 is not being very effective, so is there any alternative to achieve my requirement?

      This is my code (more or less):



      class MyBounds(object):
      def __init__(self, xmax=[2*np.pi, 2*np.pi, 2*np.pi, 2*np.pi, 1.2, 1.2, 1.2, 1.2], xmin=[0, 0, 0, 0, 0, 0, 0, 0] ):
      self.xmax = np.array(xmax)
      self.xmin = np.array(xmin)

      def __call__(self, **kwargs):
      x = kwargs["x_new"]
      tmax = bool(np.all(x <= self.xmax))
      tmin = bool(np.all(x >= self.xmin))
      return tmax and tmin

      class MyTakeStep(object):
      def __init__(self, stepsize=1):
      self.stepsize = stepsize

      def compute_step(self, jacobi_matrix, x, i):
      if jacobi_matrix[i] < 0: r = np.random.uniform(0, 2*np.pi-x[i])
      elif jacobi_matrix[i] > 0: r = np.random.uniform(0-x[i], 0)
      else : r = 0
      return r

      def __call__(self, x):
      print("ENTERING fROM CALL")
      print("THIS IS X: ", x)
      jacobi_matrix = jacobian(x)
      print("x : ", x)
      print("jacobi: ", jacobi_matrix)
      x[0] += self.compute_step(jacobi_matrix, x, 0)
      x[1] += self.compute_step(jacobi_matrix, x, 1)
      x[2] += self.compute_step(jacobi_matrix, x, 2)
      x[3] += self.compute_step(jacobi_matrix, x, 3)
      x[4] += self.compute_step(jacobi_matrix, x, 4)
      x[5] += self.compute_step(jacobi_matrix, x, 5)
      x[6] += self.compute_step(jacobi_matrix, x, 6)
      x[7] += self.compute_step(jacobi_matrix, x, 7)
      print("newx : ", x)
      return x

      def f(x):
      # objective function componenets
      result = g1
      result += g2
      result += g3
      return result

      def jacobian(x):
      print("input_list in Jacobi: ", x)

      # define full derivatives
      dG_dphi = dg1_dphi + dg2_dphi + dg3_dphi
      dG_dr = dg1_dr + dg2_dr + dg3_dr
      gradient = np.hstack((dG_dphi, dG_dr))

      print("G: ", gradient.shape, gradient, " n")
      return gradient

      def callback(x, f, accept):
      print("x: %65s | f: %5s | accept: %5s" % (str([round(e,3) for e in x]), str(round(f, 3)), accept))

      def hopping_solver(min_f, min_x, input_excitation):
      # define bounds
      mybounds = MyBounds()
      mytakestep = MyTakeStep()
      comb = [deg2rad(phi) for phi in input_excitation[:4]] + input_excitation[4:]
      print("comb: ", comb)
      min_f = 10
      tol = 0
      cons = 'type':'ineq','fun': lambda x: 1-f(x)
      k = "method":'Nelder-Mead', 'constraints': cons, 'jac': jacobian, 'tol': tol
      optimal_c = optimize.basinhopping(f,
      x0 = comb,
      niter = 1000000,
      T = 8,
      stepsize = 1,
      minimizer_kwargs = k,
      take_step = mytakestep,
      accept_test = mybounds,
      callback = callback,
      interval = 100000,
      disp = True,
      niter_success = None)
      print(optimal_c)
      min_x, min_f = optimal_c['x'], optimal_c['fun']
      comb = min_x
      sol = np.array(list([np.rad2deg(phi) for phi in list(optimal_c['x'][:4])]) + list(optimal_c['x'][4:]))
      min_x = sol
      return min_x, min_f


      Any help is much appreciated, thank you in advance.









      share









      $endgroup$




      I am searching for the global minimum of a certain function and trying to use its gradient (here same as Jacobin) to guide the step counter. However, my x is fix and so is my gradient. I am also trying to retrieve the fastest way possible the first x for which f(x)<1, therefore I am using a constraint.



      • How can I update the x input and the Jacobin ?

      • My f(x)<1 is not being very effective, so is there any alternative to achieve my requirement?

      This is my code (more or less):



      class MyBounds(object):
      def __init__(self, xmax=[2*np.pi, 2*np.pi, 2*np.pi, 2*np.pi, 1.2, 1.2, 1.2, 1.2], xmin=[0, 0, 0, 0, 0, 0, 0, 0] ):
      self.xmax = np.array(xmax)
      self.xmin = np.array(xmin)

      def __call__(self, **kwargs):
      x = kwargs["x_new"]
      tmax = bool(np.all(x <= self.xmax))
      tmin = bool(np.all(x >= self.xmin))
      return tmax and tmin

      class MyTakeStep(object):
      def __init__(self, stepsize=1):
      self.stepsize = stepsize

      def compute_step(self, jacobi_matrix, x, i):
      if jacobi_matrix[i] < 0: r = np.random.uniform(0, 2*np.pi-x[i])
      elif jacobi_matrix[i] > 0: r = np.random.uniform(0-x[i], 0)
      else : r = 0
      return r

      def __call__(self, x):
      print("ENTERING fROM CALL")
      print("THIS IS X: ", x)
      jacobi_matrix = jacobian(x)
      print("x : ", x)
      print("jacobi: ", jacobi_matrix)
      x[0] += self.compute_step(jacobi_matrix, x, 0)
      x[1] += self.compute_step(jacobi_matrix, x, 1)
      x[2] += self.compute_step(jacobi_matrix, x, 2)
      x[3] += self.compute_step(jacobi_matrix, x, 3)
      x[4] += self.compute_step(jacobi_matrix, x, 4)
      x[5] += self.compute_step(jacobi_matrix, x, 5)
      x[6] += self.compute_step(jacobi_matrix, x, 6)
      x[7] += self.compute_step(jacobi_matrix, x, 7)
      print("newx : ", x)
      return x

      def f(x):
      # objective function componenets
      result = g1
      result += g2
      result += g3
      return result

      def jacobian(x):
      print("input_list in Jacobi: ", x)

      # define full derivatives
      dG_dphi = dg1_dphi + dg2_dphi + dg3_dphi
      dG_dr = dg1_dr + dg2_dr + dg3_dr
      gradient = np.hstack((dG_dphi, dG_dr))

      print("G: ", gradient.shape, gradient, " n")
      return gradient

      def callback(x, f, accept):
      print("x: %65s | f: %5s | accept: %5s" % (str([round(e,3) for e in x]), str(round(f, 3)), accept))

      def hopping_solver(min_f, min_x, input_excitation):
      # define bounds
      mybounds = MyBounds()
      mytakestep = MyTakeStep()
      comb = [deg2rad(phi) for phi in input_excitation[:4]] + input_excitation[4:]
      print("comb: ", comb)
      min_f = 10
      tol = 0
      cons = 'type':'ineq','fun': lambda x: 1-f(x)
      k = "method":'Nelder-Mead', 'constraints': cons, 'jac': jacobian, 'tol': tol
      optimal_c = optimize.basinhopping(f,
      x0 = comb,
      niter = 1000000,
      T = 8,
      stepsize = 1,
      minimizer_kwargs = k,
      take_step = mytakestep,
      accept_test = mybounds,
      callback = callback,
      interval = 100000,
      disp = True,
      niter_success = None)
      print(optimal_c)
      min_x, min_f = optimal_c['x'], optimal_c['fun']
      comb = min_x
      sol = np.array(list([np.rad2deg(phi) for phi in list(optimal_c['x'][:4])]) + list(optimal_c['x'][4:]))
      min_x = sol
      return min_x, min_f


      Any help is much appreciated, thank you in advance.







      python performance scipy





      share












      share










      share



      share










      asked 3 mins ago









      SuperKogitoSuperKogito

      1264




      1264




















          0






          active

          oldest

          votes












          Your Answer





          StackExchange.ifUsing("editor", function ()
          return StackExchange.using("mathjaxEditing", function ()
          StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix)
          StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["\$", "\$"]]);
          );
          );
          , "mathjax-editing");

          StackExchange.ifUsing("editor", function ()
          StackExchange.using("externalEditor", function ()
          StackExchange.using("snippets", function ()
          StackExchange.snippets.init();
          );
          );
          , "code-snippets");

          StackExchange.ready(function()
          var channelOptions =
          tags: "".split(" "),
          id: "196"
          ;
          initTagRenderer("".split(" "), "".split(" "), channelOptions);

          StackExchange.using("externalEditor", function()
          // Have to fire editor after snippets, if snippets enabled
          if (StackExchange.settings.snippets.snippetsEnabled)
          StackExchange.using("snippets", function()
          createEditor();
          );

          else
          createEditor();

          );

          function createEditor()
          StackExchange.prepareEditor(
          heartbeatType: 'answer',
          autoActivateHeartbeat: false,
          convertImagesToLinks: false,
          noModals: true,
          showLowRepImageUploadWarning: true,
          reputationToPostImages: null,
          bindNavPrevention: true,
          postfix: "",
          imageUploader:
          brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
          contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
          allowUrls: true
          ,
          onDemand: true,
          discardSelector: ".discard-answer"
          ,immediatelyShowMarkdownHelp:true
          );



          );













          draft saved

          draft discarded


















          StackExchange.ready(
          function ()
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fcodereview.stackexchange.com%2fquestions%2f216827%2fscipy-basinhopping-custom-step-update-and-constrained-looping%23new-answer', 'question_page');

          );

          Post as a guest















          Required, but never shown

























          0






          active

          oldest

          votes








          0






          active

          oldest

          votes









          active

          oldest

          votes






          active

          oldest

          votes















          draft saved

          draft discarded
















































          Thanks for contributing an answer to Code Review Stack Exchange!


          • Please be sure to answer the question. Provide details and share your research!

          But avoid


          • Asking for help, clarification, or responding to other answers.

          • Making statements based on opinion; back them up with references or personal experience.

          Use MathJax to format equations. MathJax reference.


          To learn more, see our tips on writing great answers.




          draft saved


          draft discarded














          StackExchange.ready(
          function ()
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fcodereview.stackexchange.com%2fquestions%2f216827%2fscipy-basinhopping-custom-step-update-and-constrained-looping%23new-answer', 'question_page');

          );

          Post as a guest















          Required, but never shown





















































          Required, but never shown














          Required, but never shown












          Required, but never shown







          Required, but never shown

































          Required, but never shown














          Required, but never shown












          Required, but never shown







          Required, but never shown







          Popular posts from this blog

          कुँवर स्रोत दिक्चालन सूची"कुँवर""राणा कुँवरके वंशावली"

          Why is a white electrical wire connected to 2 black wires?How to wire a light fixture with 3 white wires in box?How should I wire a ceiling fan when there's only three wires in the box?Two white, two black, two ground, and red wire in ceiling box connected to switchWhy is there a white wire connected to multiple black wires in my light box?How to wire a light with two white wires and one black wireReplace light switch connected to a power outlet with dimmer - two black wires to one black and redHow to wire a light with multiple black/white/green wires from the ceiling?Ceiling box has 2 black and white wires but fan/ light only has 1 of eachWhy neutral wire connected to load wire?Switch with 2 black, 2 white, 2 ground and 1 red wire connected to ceiling light and a receptacle?

          चैत्य भूमि चित्र दीर्घा सन्दर्भ बाहरी कडियाँ दिक्चालन सूची"Chaitya Bhoomi""Chaitya Bhoomi: Statue of Equality in India""Dadar Chaitya Bhoomi: Statue of Equality in India""Ambedkar memorial: Centre okays transfer of Indu Mill land"चैत्यभमि